+18.1%
EW vs NTAP
+66.6%
-48.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.5% |
| 7D | +8.3% | -16.1% | +24.4% | +9.0% |
| 30D | +13.9% | -15.9% | +29.9% | +14.6% |
| 3M | +10.9% | -1.2% | +12.1% | +10.6% |
| 6M | +19.2% | +70.1% | -50.8% | +12.5% |
| YTD | +16.6% | +77.9% | -61.4% | +10.0% |
| 1Y | +18.1% | +68.1% | -50.0% | +12.8% |
| All | +18.1% | +66.6% | -48.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling